+49.7%
GH vs FHN
+60.9%
-11.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -11.2% | +0.9% | -12.1% | -11.4% |
| 30D | -7.2% | +2.1% | -9.3% | -7.9% |
| 3M | -7.1% | -6.0% | -1.1% | -5.3% |
| 6M | +62.3% | -2.9% | +65.3% | +63.9% |
| YTD | +52.1% | +0.7% | +51.4% | +51.6% |
| 1Y | +58.6% | +11.0% | +47.6% | +53.0% |
| 3Y | +619.9% | +130.3% | +489.6% | +474.6% |
| 5Y | +49.7% | +61.3% | -11.6% | +31.8% |
| All | +49.7% | +60.9% | -11.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling